CME Swiss Franc Future June 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
0.9984 |
-0.0068 |
-0.7% |
1.0112 |
| High |
1.0057 |
1.0023 |
-0.0034 |
-0.3% |
1.0114 |
| Low |
0.9970 |
0.9974 |
0.0004 |
0.0% |
0.9970 |
| Close |
0.9972 |
1.0019 |
0.0047 |
0.5% |
1.0019 |
| Range |
0.0087 |
0.0049 |
-0.0038 |
-43.7% |
0.0144 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.5% |
0.0000 |
| Volume |
3,548 |
3,328 |
-220 |
-6.2% |
9,325 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0135 |
1.0046 |
|
| R3 |
1.0103 |
1.0086 |
1.0032 |
|
| R2 |
1.0054 |
1.0054 |
1.0028 |
|
| R1 |
1.0037 |
1.0037 |
1.0023 |
1.0046 |
| PP |
1.0005 |
1.0005 |
1.0005 |
1.0010 |
| S1 |
0.9988 |
0.9988 |
1.0015 |
0.9997 |
| S2 |
0.9956 |
0.9956 |
1.0010 |
|
| S3 |
0.9907 |
0.9939 |
1.0006 |
|
| S4 |
0.9858 |
0.9890 |
0.9992 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0387 |
1.0098 |
|
| R3 |
1.0322 |
1.0243 |
1.0059 |
|
| R2 |
1.0178 |
1.0178 |
1.0045 |
|
| R1 |
1.0099 |
1.0099 |
1.0032 |
1.0067 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0018 |
| S1 |
0.9955 |
0.9955 |
1.0006 |
0.9923 |
| S2 |
0.9890 |
0.9890 |
0.9993 |
|
| S3 |
0.9746 |
0.9811 |
0.9979 |
|
| S4 |
0.9602 |
0.9667 |
0.9940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0114 |
0.9970 |
0.0144 |
1.4% |
0.0052 |
0.5% |
34% |
False |
False |
1,865 |
| 10 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0050 |
0.5% |
24% |
False |
False |
1,034 |
| 20 |
1.0174 |
0.9970 |
0.0204 |
2.0% |
0.0046 |
0.5% |
24% |
False |
False |
533 |
| 40 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0046 |
0.5% |
10% |
False |
False |
270 |
| 60 |
1.0442 |
0.9970 |
0.0472 |
4.7% |
0.0050 |
0.5% |
10% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0151 |
|
1.618 |
1.0102 |
|
1.000 |
1.0072 |
|
0.618 |
1.0053 |
|
HIGH |
1.0023 |
|
0.618 |
1.0004 |
|
0.500 |
0.9999 |
|
0.382 |
0.9993 |
|
LOW |
0.9974 |
|
0.618 |
0.9944 |
|
1.000 |
0.9925 |
|
1.618 |
0.9895 |
|
2.618 |
0.9846 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1.0012 |
1.0018 |
| PP |
1.0005 |
1.0017 |
| S1 |
0.9999 |
1.0017 |
|